BIS Triennial Derivatives Survey

The 12th Triennial Survey of turnover in foreign exchange spot markets, as well as foreign exchange and interest rate OTC derivatives markets, will be conducted in April 2019. Data on the outstanding notional amounts and gross market values of foreign exchange, interest rate, equity, commodity, credit and other OTC derivatives contracts will be collected at end-June 2019 for markets worldwide. Please find reporting templates, reporting guidelines and list of reporting dealers below. Please only use these versions of the reporting templates. Any changes between the 2016 and 2019 surveys are highlighted in orange in the templates. We will inform participants via email if there are any updates to the documents below.

Turnover in April 2019 (Reporting deadline no later than 15 June 2019)

Turnover Reporting Template | xls 539 KB Turnover Reporting Guidelines | pdf 420 KB

Amounts Outstanding at end June-2019 (Reporting deadline no later than 31 August 2019)

Outstanding Reporting Template | xls 252 KB Outstanding Reporting Guidelines | pdf 315 KB

Frequently Asked Questions

A FAQ document has also been provided by the BIS

Frequently Asked Questions | pdf 127 KB

List of reporting Entities

Turnover Reporting Dealers | xls 115 KB Outstanding Reporting Dealers | xls 38 KB